An Extension of the Fama-French Three-Factor Model Includes a Fourth

question 26

Multiple Choice

An extension of the Fama-French three-factor model includes a fourth factor to measure

• A)default spread.
• B)term spread.
• C)momentum.
• D)industrial production.

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Definitions:

Button Selections

The process or method involved in choosing buttons (in a user interface context) as a means of input or control in a system.

Participant's Sex

The biological distinction between male and female participants in a study, which can influence results or require separate analysis.

Positively Skewed Distribution

A statistical distribution where the tail on the right side is longer or fatter than the left side, often indicating that the mean is greater than the median.

Aggressive Personality

A characteristic that involves a tendency toward easily becoming angry or hostile.